+85.5%
FDX vs NVTS
-14.2%
+99.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.7% |
| 7D | -3.3% | +9.7% | -13.0% | -3.8% |
| 30D | -1.4% | -13.6% | +12.2% | -0.8% |
| 3M | -4.5% | -51.0% | +46.5% | -1.5% |
| 6M | +9.4% | +46.3% | -36.9% | +4.9% |
| YTD | +36.0% | +68.1% | -32.1% | +28.6% |
| 1Y | +75.5% | +113.9% | -38.4% | +61.6% |
| 3Y | +62.8% | +45.3% | +17.5% | +48.2% |
| All | +85.5% | -14.2% | +99.7% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling